Is lavender toxic to cats?

I bought a beautiful big lavender plant this afternoon for the window sill in my living room, but guess what happened?

Both my girls started chewing it immediately!!! Luna even got a bit mad when I told her it's a no-no.

I cannot find lavender on the toxic plant lists, but I wonder if it's really healthy for them to eat parts of the plant; after all, lavender contains essentials oils and many of them can cause allergic reactions in cats. So what about lavender oil?

Does anyone here have a cat that chewed lavender? And if so, is it harmless?

Well, I called my vet meanwhile and asked her about my concerns, and she said that lavender isn't toxic, and that a cat has to eat a lot of the plant before there might be an allergic reaction, so I figure there's nothing to worry about. But it's so weird that my cats like it so much.